Multivariate Normal and t Distributions
Choice of Algorithm and Hyper Parameters
(Experimental) User Interface to Multiple Multivariate Normal Distribu...
Multivariate Normal Log-likelihood and Score Functions
Multiple Lower Triangular or Symmetric Matrices
Marginal and Conditional Multivariate Normal Distributions
Multivariate Normal Density and Random Deviates
The Multivariate t Distribution
tools:::Rd_package_title("mvtnorm")
Multivariate Normal Distribution
Multivariate t Distribution
Quantiles of the Multivariate Normal Distribution
Quantiles of the Multivariate t Distribution
Computes multivariate normal and t probabilities, quantiles, random deviates, and densities. Log-likelihoods for multivariate Gaussian models and Gaussian copulae parameterised by Cholesky factors of covariance or precision matrices are implemented for interval-censored and exact data, or a mix thereof. Score functions for these log-likelihoods are available. A class representing multiple lower triangular matrices and corresponding methods are part of this package.